基于规范形随机VDE新息表示和新息修正算法的多变量动态系统辨识方法
A Method for Multivariable System Identification Based on the Canonical Stochastic VDE Innovation Representation and the Modified Durbin's Algorithm
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摘要: 本文指出,为避免秩检验步骤,多变量系统辨识必须考虑规范形表示,否则存在可辨识性 问题,并提出了基于规范形随机VDE新息表示和新息修正算法的多变量系统辨识方法.一 个三输入、三输出系统的仿真例子表明了提出方法的有效性.Abstract: It is pointed out in this paper that the canonical representation must be considered in, multivariable system identification so as to avoid the rank-testing procedure. Otherwise there might exist the identifiability problem. Based on canonical VDE the innovation representation and the modified Durbin's algorithm is proposed. A simulation example of a three-input three-output system is provided to illustrate the effectiveness of proposed method.
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